+54.0%
HST vs LH
+48.9%
+5.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +0.6% | +4.8% | -4.2% | -0.2% |
| 30D | +14.5% | +18.8% | -4.3% | +11.0% |
| 3M | +15.4% | +15.7% | -0.3% | +12.5% |
| 6M | +22.0% | +46.7% | -24.7% | +11.7% |
| YTD | +54.9% | +48.9% | +5.9% | +39.6% |
| 1Y | +54.0% | +43.5% | +10.5% | +41.5% |
| All | +54.0% | +48.9% | +5.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling